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Quant Business Cycle Fund Presentation
Quant Business Cycle Fund Presentation
EASY TO UNDERSTAND
LINEAR EXPLANATION
Although cycles are found in everything they are
never perfectly regular and the period of cycles
also varies in cycles
DEEP-ROOTED
LONG-TERM CYCLICAL DYNAMICS
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identifying business cycles through money flow and perception analytics
We use MFA to reconstruct and rebalance our schemes portfolio based on the premise whether sector or stock is trading at
admired levels or trading at neglected zones and what is intensity of “Risk Appetite" and “Liquidity” at that point of time
Every asset classes, sectors and stocks have certain behaviour characteristic and we quantify the same by decoding the
“Perception Analytics” by objectively assessing the relationship between “Risk Appetite; “Liquidity” along with “Valuation
Analytics”
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money flow analytics in action
Pharma Q1 2023 Very Low Rising (very early stages) Medium-term Valuation Bottom
ITC Q4 2021 Very Low Rising (very early stages) Long-term Valuation Bottom
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ICICI Bank Q4 2022 Highest Highest Long-term Valuation Top
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quant business cycle fund | positioning and strategy
Fund Positioning
Fund objective is to benefit out of economic imbalances in markets and participate in the cyclicality of sectors and stocks to
generate superior risk-adjusted returns
Suitable for investors with a long term horizon and willing to participate in a mix of sectoral/ thematic opportunities, in sync
with the changing phases of business cycles
Fund Strategy
The business cycle approach is to identify sectors through our Predictive Analytics model which provides a multi-dimensional
framework of sector allocations across business cycles
Through Money Flow Analytics, quant money managers will invest in sectors and companies that are expected to benefit from
the given phase of the economy
The scheme will tilt exposure to a select 6-8 sectors and concentrate mostly on 3-4 core sectors most of the time, that are
expected to be on the cusp of a growth cycle, as evaluated through macro economic analysis
Provides diversification by exposure to a wide array of companies within the sector. Maximum sector exposure will be capped
at 33.33% purely from risk mitigation perspective
Sector allocation will be managed dynamically across market caps providing further level of diversification
Our time trusted risk-mitigation VLRT Framework and Predictive Analytics indicators will be used to dynamically manage the
known risks and opportunities across the portfolio
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disruption is everywhere | cycles have become shorter
Such a period of pervasive and disruptive change across many industries can be a powerful and potential source of sustained
outperformance
Many of the pioneering disruptor companies are beginning to have a place in many core portfolio holdings despite sharp
corrections in past one year
In today’s dynamic world, disruption is the norm and the reward is exponential growth
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why quant Business Cycle Fund
No market cap
bias allows Business Cycle Flexible sector
allocation and
unconstrained
investing
Investing value focused
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investment process | from macro to micro
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multi-dimensional research | multi asset, multi manager | multivariant analytics
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VLRT framework | the 4 dimensions in motion | dynamic risk mitigation
via effective market timings
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performance of quant MF schemes | managed by the fund manager
quant Large & Mid Cap Fund Ankit Pande, Vasav Sahgal,
(Inception Date: Jan. 08, 2007) Sanjeev Sharma
-2.85% -1.84% 13.74% 12.03% 28.36% 29.58% 15.75% 12.73% 22.02% 14.89%
Note: Data as on 04 May 2023; Past performance may or may not be sustained in future. Returns less than 1 year are simple annualised and above 1 year are CAGR.
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*BM – Benchmark of the scheme. Please click here for complete disclosures
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performance of quant MF schemes | outperformance across all categories
quant MF
Schemes quant MF
Jensen’s
Outperformance Schemes Ranking Ranking Ranking
Scheme Industry Industry Sortino Alpha
Relative to Outperformance Sharpe ratio (based (based (based on
AUM (in Returns (Mar Ranking Ranking ratio (in %)
quant MF Schemes Respective Relative to (category on on Jensen’s
Crore) 24,2020-Mar (3 years (5 years (category (category
Benchmark Nifty (Mar average) Sharpe Sortino Alpha)
20,2023) Returns) Returns) average) average)
Indices (Mar 24,2020-Mar ratio) Ratio)
24,2020-Mar 20,2023)
20,2023)
quant Active Fund* 4142 272% 98% 138% No. 1 No. 1 1.15 (0.76) No. 1 1.55 (0.87) No. 1 12.70 (2.73) No. 1
quant Small Cap Fund* 4238 457% 226% 322% No. 1 No. 1 1.60 (1.01) No. 1 1.75 (1.05) No. 1 21.07 (7.05) No. 1
quant Tax Plan* 3598 302% 153% 168% No. 1 No. 1 1.35 (0.73) No. 1 1.65 (0.71) No. 1 17.69 (4.01) No. 1
quant Infrastructure
915 356% 191% 222% No. 1 No. 1 1.25 (0.78) No. 1 1.23 (1.01) No. 1 16.83 (9.25) No. 1
Fund*
quant Mid Cap Fund* 1912 264% 68% 130% No. 1 No. 1 1.23 (0.79) No. 1 1.17 (0.66) No. 1 9.87 (0.87) No. 1
quant Flexicap Fund* 1369 286% 137% 152% No. 1 No. 1 1.26 (0.66) No. 1 1.41 (0.51) No. 1 16.61 (0.56) No. 1
quant Absolute Fund* 1164 201% 106% 67% No. 1 No. 1 1.23 (0.55) No. 1 1.37 (0.76) No. 1 15.87 (3.19) No. 1
quant Multi Asset Fund* 763 228% 123% 94% No. 1 No. 1 1.22 (0.57) No. 1 1.31 (0.59) No. 1 14.10 (4.10) No. 1
quant Large & Mid Cap
808 179% 13% 45% No. 3 No. 2 1.06 (0.80) No. 1 1.01 (0.81) No. 1 7.19 (5.05) No. 1
Fund*
quant Focused Fund*
261 182% 32% 48% No. 2 No. 2 1.03 (0.76) No. 1 1.24 (0.86) No. 2 6.26 (2.01) No. 1
(large cap)
No. 1
quant ESG Fund** 166 123% 79% 73% N/A N/A N/A N/A N/A N/A N/A
(1 & 2 years)
*NAV for both Growth & IDCW options recorded as 04 May 2023| AUM as on 04 May 2023 | Risk Measures have been calculated using monthly returns for the last three years.**1st NAV 05 Nov 2020-quant ESG Fund;***1st NAV
03 May© quant
2021-quant Quantamental Fund;****1st NAV 30 Nov 2021-quant Value Fund;#1st NAV 11 Aug 2022-quant Large Cap Fund; | Source: AMFI ACE Equities quant Global Research (qGR)
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quant mutual | money under management (MuM)
MuM
Rs. 23,000 Crores+
---------------------------------
Folios*
26 Lacs+
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*Total folios and MuM (Money under Management) data as on May 08 2023 15
quant | money managers
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quant | money managers
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Scheme Details
To generate long-term capital appreciation by investing with focus on riding business cycles through allocation
Investment Objective between sectors and stocks at different stages of business cycles. However, there is no assurance or guarantee that the
investment objective of the Scheme will be achieved. The scheme does not assure or guarantee any returns.
Amount during Additional Purchase: Rs. 1,000/- and in multiples of Rs. 1/-
the NFO and onwards thereafter Repurchase: Rs. 1,000/-
Systematic Investment Plan (SIP) Rs. 1000/- and multiple of Re. 1/-
This product is suitable for investors who are seeking*: Scheme Riskometer Benchmark Riskometer
LINKS
Scheme Information Document NFO Application Form quant Mutual Fund Website
Click here Click here Click here
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Disclaimer: All figures and data given in the document are dated unless stated otherwise. In the preparation of the material contained in this document, the AMC has used information that is publicly available, including information developed in-house.
Some of the material used in the document may have been obtained from members/persons other than the AMC and/or its affiliates and which may have been made available to the AMC and/or to its affiliates. Information gathered and material used in
this document is believed to be from reliable sources. The AMC however does not warrant the accuracy, reasonableness and / or completeness of any information. We have included statements / opinions / recommendations in this document, which
contain words, or phrases such as “will”, “expect”, “should”, “believe” and similar expressions or variations of such expressions, that are “forward looking statements”. Actual results may differ materially from those suggested by the forward looking
statements due to risk or uncertainties associated with our expectations with respect to, but not limited to, exposure to market risks, general economic and political conditions in India and other countries globally, which have an impact on our services and /
or investments, the monetary and interest policies of India, inflation, deflation, unanticipated turbulence in interest rates, foreign exchange rates, equity prices or other rates or prices etc. The AMC (including its affiliates), the Mutual Fund, the trust and any
of its officers, directors, personnel and employees, shall not liable for any loss, damage of any nature, including but not limited to direct, indirect, punitive, special, exemplary, consequential, as also any loss of profit in any way arising from the use of this
material in any manner. The recipient alone shall be fully responsible/are liable for any decision taken on this material. Investors are advised to consult their own legal, tax and financial advisors to determine possible tax, legal and other financial implication
or consequence of subscribing to the units of quant Mutual Fund. quant Money Managers Ltd. has no duty or obligation to update the information contained herein. Past performance may or may not be sustained in the future. This presentation, including
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the information contained herein, may not be copied, reproduced, republished, or posted in whole or in part, in any form without the prior written consent of quant Money Managers Ltd.
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